Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
12/06/2024 | 0,48% | 103,24 % | 103,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 909 GBP | 518 409 GBP | 99,99% | 99,99% |
11/06/2024 | 0,48% | 103,11 % | 103,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 717 GBP | 518 217 GBP | 100,00% | 100,00% |
10/06/2024 | 0,48% | 103,12 % | 103,62 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 604 GBP | 518 104 GBP | 99,88% | 99,88% |
07/06/2024 | 0,48% | 103,18 % | 103,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 515 734 GBP | 518 234 GBP | 100,00% | 100,00% |
05/06/2024 | 0,48% | 103,00 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 897 GBP | 517 397 GBP | 100,00% | 100,00% |
04/06/2024 | 0,48% | 102,90 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 502 GBP | 517 002 GBP | 100,00% | 100,00% |
03/06/2024 | 0,48% | 102,91 % | 103,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 514 603 GBP | 517 103 GBP | 100,00% | 100,00% |
31/05/2024 | 0,49% | 102,82 % | 103,32 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 994 GBP | 516 494 GBP | 100,00% | 100,00% |
30/05/2024 | 0,49% | 102,74 % | 103,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 435 GBP | 515 935 GBP | 100,00% | 100,00% |
29/05/2024 | 0,49% | 102,64 % | 103,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 513 289 GBP | 515 789 GBP | 100,00% | 100,00% |